Week 03
None of the 4 indicators beat buy & hold once costs were applied.
No indicator beat the benchmark. 756 companies, out-of-sample 8 August 2023 to 27 August 2026, costed at 8bps per side.
Archive
Every report, from the first.
Each week re-runs the same tests on the same universe with the same fixed thresholds. Nothing is revised after publication — where a conclusion changed, the earlier report stays up alongside it.
Week 02
None of the 4 indicators beat buy & hold once costs were applied.
No indicator beat the benchmark. 763 companies, out-of-sample 2 August 2023 to 24 August 2026, costed at 8bps per side.
Week 01
None of the 4 indicators beat buy & hold once costs were applied.
No indicator beat the benchmark. 763 companies, out-of-sample 1 August 2023 to 21 August 2026, costed at 8bps per side.